assigning strategy to edge from FreqtradeBot

freqtrade/edge/__init__.py

@@ -2,6 +2,7 @@
 """ Edge positioning package """
 import logging
 from typing import Any, Dict
+from collections import namedtuple
 import arrow
 
 import numpy as np
@@ -12,8 +13,7 @@ import freqtrade.optimize as optimize
 from freqtrade.arguments import Arguments
 from freqtrade.arguments import TimeRange
 from freqtrade.strategy.interface import SellType
-from freqtrade.strategy.resolver import IStrategy, StrategyResolver
-from collections import namedtuple
+
 
 logger = logging.getLogger(__name__)
 
@@ -35,11 +35,11 @@ class Edge():
         'pair_info',
         ['stoploss', 'winrate', 'risk_reward_ratio', 'required_risk_reward', 'expectancy'])
 
-    def __init__(self, config: Dict[str, Any], exchange=None) -> None:
+    def __init__(self, config: Dict[str, Any], exchange, strategy) -> None:
 
         self.config = config
         self.exchange = exchange
-        self.strategy: IStrategy = StrategyResolver(self.config).strategy
+        self.strategy = strategy
         self.ticker_interval = self.strategy.ticker_interval
         self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe
         self.get_timeframe = optimize.get_timeframe

freqtrade/freqtradebot.py

@@ -58,7 +58,7 @@ class FreqtradeBot(object):
         self.exchange = Exchange(self.config)
 
         # Initializing Edge only if enabled
-        self.edge = Edge(self.config, self.exchange) if \
+        self.edge = Edge(self.config, self.exchange, self.strategy) if \
             self.config.get('edge', {}).get('enabled', False) else None
 
         self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist']

freqtrade/tests/edge/test_edge.py

@@ -1,4 +1,7 @@
-from freqtrade.tests.conftest import get_patched_exchange
+# pragma pylint: disable=missing-docstring, C0103
+# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
+
+from freqtrade.tests.conftest import get_patched_freqtradebot
 from freqtrade.edge import Edge
 from pandas import DataFrame, to_datetime
 from freqtrade.strategy.interface import SellType
@@ -23,8 +26,8 @@ _ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell'
 
 
 def test_adjust(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf)
-    edge = Edge(default_conf, exchange)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
     mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
         return_value={
             'E/F': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71),
@@ -38,8 +41,8 @@ def test_adjust(mocker, default_conf):
 
 
 def test_stoploss(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf)
-    edge = Edge(default_conf, exchange)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
     mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
         return_value={
             'E/F': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71),
@@ -92,8 +95,8 @@ def _time_on_candle(number):
 
 
 def test_edge_heartbeat_calculate(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf)
-    edge = Edge(default_conf, exchange)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
     heartbeat = default_conf['edge']['process_throttle_secs']
 
     # should not recalculate if heartbeat not reached
@@ -135,11 +138,10 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
 
 def test_edge_process_downloaded_data(mocker, default_conf):
     default_conf['datadir'] = None
-    exchange = get_patched_exchange(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
     mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
-    mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
-    edge = Edge(default_conf, exchange)
+    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
 
     assert edge.calculate()
     assert len(edge._cached_pairs) == 2
@@ -148,13 +150,13 @@ def test_edge_process_downloaded_data(mocker, default_conf):
 
 def test_process_expectancy(mocker, default_conf):
     default_conf['edge']['min_trade_number'] = 2
-    exchange = get_patched_exchange(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     def get_fee():
         return 0.001
 
-    exchange.get_fee = get_fee
-    edge = Edge(default_conf, exchange)
+    freqtrade.exchange.get_fee = get_fee
+    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
 
     trades = [
         {'pair': 'TEST/BTC',
@@ -213,8 +215,8 @@ def test_process_expectancy(mocker, default_conf):
 
 
 def test_case_1(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf)
-    edge = Edge(default_conf, exchange)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
 
     stoploss = -0.99  # we don't want stoploss to be hit in this test
     ticker = [
@@ -233,8 +235,8 @@ def test_case_1(mocker, default_conf):
 
 # 2) Two complete trades within dataframe (with sell hit for all)
 def test_case_2(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf)
-    edge = Edge(default_conf, exchange)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
 
     stoploss = -0.99  # we don't want stoploss to be hit in this test
     ticker = [
@@ -274,8 +276,8 @@ def test_case_2(mocker, default_conf):
 
 # 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
 def test_case_3(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf)
-    edge = Edge(default_conf, exchange)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
 
     stoploss = -0.01  # we don't want stoploss to be hit in this test
     ticker = [
@@ -303,8 +305,8 @@ def test_case_3(mocker, default_conf):
 
 # 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss
 def test_case_4(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf)
-    edge = Edge(default_conf, exchange)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
 
     stoploss = -0.03  # we don't want stoploss to be hit in this test
     ticker = [
@@ -333,11 +335,11 @@ def test_case_4(mocker, default_conf):
 
 # 5) Stoploss and sell are hit. should sell on stoploss
 def test_case_5(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf)
-    edge = Edge(default_conf, exchange)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
 
-    exchange = get_patched_exchange(mocker, default_conf)
-    edge = Edge(default_conf, exchange)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
 
     stoploss = -0.03  # we don't want stoploss to be hit in this test
     ticker = [